A computational intelligence method for solving a class of portfolio optimization problems
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Publication:894382
DOI10.1007/s00500-013-1186-4zbMath1422.91664OpenAlexW2084779967MaRDI QIDQ894382
Narges Tahmasbi, Alireza Nazemi
Publication date: 30 November 2015
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-013-1186-4
stabilityconvergencequadratic programmingportfolio selectionmean-variance modelneural network models
Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10)
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